-47.5%
VFC vs IWD
+203.8%
-251.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.5% | +1.6% | +1.9% | +1.1% |
| 30D | +38.3% | +3.6% | +34.7% | +31.3% |
| 3M | +40.2% | +2.0% | +38.1% | +36.3% |
| 6M | +10.6% | +13.1% | -2.4% | -7.4% |
| YTD | +16.7% | +26.2% | -9.5% | -16.3% |
| 1Y | +45.0% | +29.6% | +15.4% | +0.4% |
| 3Y | +48.8% | +84.3% | -35.5% | -31.8% |
| 5Y | -67.6% | +73.4% | -141.0% | -83.5% |
| 10Y | -47.5% | +202.4% | -250.0% | -85.3% |
| All | -47.5% | +203.8% | -251.3% | -85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling